-23.6%
RKT vs HCA
+222.5%
-246.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.5% |
| 7D | +6.0% | -2.8% | +8.8% | +7.1% |
| 30D | +0.7% | -2.7% | +3.4% | +1.5% |
| 3M | +11.8% | +11.5% | +0.3% | +6.2% |
| 6M | -7.6% | -24.3% | +16.7% | +2.4% |
| YTD | -28.7% | -13.6% | -15.1% | -25.9% |
| 1Y | -32.6% | -3.2% | -29.4% | -33.6% |
| 3Y | +42.1% | +50.4% | -8.3% | +11.4% |
| 5Y | -7.2% | +64.8% | -71.9% | -32.7% |
| All | -23.6% | +222.5% | -246.1% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HCA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling